Dustin Byfuglien retrieves the puck in the corner against the Boston Bruins at MTS Centre on Sun., Feb. 17, 2013 in Winnipeg. (Kevin King/QMI Agency)

NEW YORK - The Winnipeg Jets scored their first goals at Madison Square Garden since the team moved from Atlanta and beat the New York Rangers for the first time as well.

The Jets were shut out both times they played at New York last season and lost four games to the Rangers overall, but they rode Evander Kane and Olli Jokinen to a 4-3 win Tuesday night.

Jokinen scored twice in the second period and Kane had two, including the eventual winner in the third.

The Jets had three two goal leads and had to hold of the Rangers each time but goaltender Ondrej Pavelec was strong late in the third and New York pressed for the equalizer.

Rangers captain Ryan Callahan, Taylor Pyatt and Anton Stralman scored to keep it close for the Rangers.

The Jets finished their five-game road trip with a 4-1 record and improved to 9-9-1 overall. For the time being they are tied with the Carolina Hurricanes for first in the Southeast Division, though the Tampa Bay Lightning also play tonight.

Jokinen started on a line with tough guy Anthony Peluso and grinder James Wright. He joked during the first intermission on TSN that one player had not scored in three years and the other had never scored.

But Peluso picked up his first two career points, both assists, on goals by Jokinen and Kane.

Winnipeg failed to score in the first five minutes of a game for the first time in five games but still opened the scoring for the sixth straight game.

Pavelec made 30 saves while Henrik Lundqvist stopped 28 shots for the Rangers.

The Jets now return home, where they have lost four straight games, to play the New Jersey Devils Thursday and Washington Capitals Saturday before going back out on the road.